f*n
2 楼
vix is spot price, uvxy tracks vix future
【在 r******s 的大作中提到】
: 请大牛解答
【在 r******s 的大作中提到】
: 请大牛解答
B*e
3 楼
Long-term volatility is down but short-term is up. This divergence will
disappear. My guess is short-term volatility will go down if early ERs turn
out to be good. Otherwise long-term volatility will go up.
disappear. My guess is short-term volatility will go down if early ERs turn
out to be good. Otherwise long-term volatility will go up.
r*s
4 楼
What a move of UVXY!
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